Measures, Integrals and Martingales

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Measures, Integrals and Martingales

By René L. Schilling

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This book, first published in 2005, introduces measure and integration theory as it is needed in many parts of analysis and probability. Undergraduate calculus and an introductory course on rigorous analysis are the only essential prerequisites, making this text suitable for both lecture courses and for self-study.

Subject: Mathematics & Statistics -> Mathematics -> Probability

Measures, Integrals and Martingales
1st edition
Publisher: Cambridge University Press 10/11/05
Imprint: Cambridge University Press
Language: English

ISBN 10: 0511343337
ISBN 13: 9780511343339
Print ISBN: 9780521850155

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